I have finally discovered how to speed up magento easily.
1. Download the website as plain HTML. In Linux-Ubuntu I have used:
wget -r -p http://www.example.com
2. Upload the downloaded files to the server, into the root directory.
3. Change the DirectoryIndex in .htaccess to include index.html
DirectoryIndex index.html index.php
Now the web site uses plain HTML files which are considerably faster to load.
I guess that if the server cannot find a html file, it will use the default way to load or process the page
Note: In my site i am not using the catalog or checkout modules.
I hope it helps.